Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47728.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46334.07 Kr¶

PnL: ---------------------------------------> -554.5 Kr¶

DD now: ---------------------------------> -1.853 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:35:33.571662'

Anic Portfolio¶

Today¶

Return: 0.877 %¶

This Week¶

Return: 0.411 %¶

Total¶

Return: 56.252 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.180000 3120.000000 149.000000 5.020000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.380000 2723.000000 87.000000 3.300000 2636.000010
Corem Property Group B 59 1.930000 623.040000 46.040000 7.980000 576.999999
SAAB B 8 -0.400000 3412.800000 35.800000 1.060000 3377.000000
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.300000 383.100000 28.100000 7.920000 355.000000
AcadeMedia 12 0.290000 581.040000 24.040000 4.320000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Resurs Holding 22 2.860000 592.900000 18.900000 3.290000 573.999998
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.120000 687.200000 14.200000 2.110000 673.000000
Boozt 12 2.510000 1665.600000 11.600000 0.700000 1653.999996
Intrum 4 -0.370000 534.200000 7.200000 1.370000 527.000000
Swedbank A 3 1.470000 571.200000 7.200000 1.280000 564.000000
Coor Service Management Hold. 8 1.430000 537.600000 5.600000 1.050000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.600000 574.600000 0.600000 0.100000 574.000000
Nordea Bank Abp 29 0.980000 3454.480000 0.480000 0.010000 3453.999992
Handelsbanken A 5 0.970000 545.500000 -0.500000 -0.090000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Securitas B 6 0.170000 564.720000 -5.280000 -0.930000 570.000000
Sampo Oyj SDB 7 1.480000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 0.850000 521.820000 -12.180000 -2.280000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 1.910000 569.360000 -43.640000 -7.120000 612.999432
International Petroleum Corp. 5 -0.090000 538.000000 -56.570000 -9.510000 594.565215
Axfood 13 0.390000 3655.600000 -100.400000 -2.670000 3756.000001
OX2 18 1.200000 1443.600000 -220.400000 -13.250000 1663.999992
Fasadgruppen Group 35 1.950000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46334.070000 -554.500000 -1.85256% 46888.564618

Updated:¶

'2023-01-20 09:35:46.400899'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶